"GRIMM Season Finale! @christhile & I had a baby!" Coffee posted to Instagram on the momentous day. "I DON'T KNOW WHAT'S MORE INTENSE!! JK, it's definitely childbirth, but watch tonight anyway! #buryingthelead."
Coffee's pregnancy was written into the fourth season of Grimm, which wrapped up on Friday.
Coffee, 35, and Thile, 34, married in 2013. This is the first child for both.
VIDEO: See what's on Claire Coffee's Watchlist now!